+5.8%
GLXY vs NWSA
+5.5%
+0.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -8.9% | -4.8% | -4.2% | -8.9% |
| 30D | +19.9% | +3.0% | +16.9% | +20.0% |
| 3M | -20.0% | +9.3% | -29.3% | -20.7% |
| 6M | +10.5% | +23.2% | -12.7% | +3.3% |
| YTD | +7.9% | +13.3% | -5.4% | +7.7% |
| 1Y | -7.5% | +2.9% | -10.4% | -5.3% |
| All | +5.8% | +5.5% | +0.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling